Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Center for Financial Institutions Working Papers / Wharton School Center for Financial Institutions, University of Pennsylvania

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.081101000.04
19920.091200100.05
19930.11012013200.04
19940.12213301121100.05
19950.290.162255130.2443131922.220.090.09
19960.560.1952107370.35246432437.530.060.09
19970.570.2501571050.67913744214.3260.520.09
19980.50.21361931000.522881025117.660.170.13
19990.710.27512441540.63404866111.5160.310.16
20000.680.39392832000.71269875916.990.230.16
20010.720.37423252140.66185906510.880.190.17
20020.670.38413662610.7136781549.3180.440.18
20030.780.4113772650.74883651.570.640.19
20041.210.433773050.810526300.19
20050.640.453773210.85011700.24
20060.463773030.80000.2
20070.393772140.570000.17
20080.413772390.630000.18
20090.373771800.480000.18
20100.333771600.420000.16
20110.453771560.410000.23
20120.463771200.320000.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
1997Efficiency of Financial Institutions: International Survey and Directions for Future Research. (1997). Berger, Allen ; Humphrey, David B.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-05.

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475
1997Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-04.

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407
1995The Role of Capital in Financial Institutions. (1995). Szego, Giorgio ; Berger, Allen ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-01.

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186
1995The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been. (1995). Kashyap, Anil ; Berger, Allen ; Scalise, Joseph. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-06.

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163
1998Financial Contagion Journal of Political Economy. (1998). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-31.

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105
1999Diversity of Opinion and Financing of New Technologies. (1999). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-30.

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65
1996The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function. (1996). Berger, Allen ; Akhavein, Jalal ; Humphrey, David B.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-03.

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64
2002Payout Policy. (2002). michaely, roni ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-21.

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59
1994The Efficiency Cost of Market Power in the Banking Industry: A Test of the Quiet Life and Related Hypotheses. (1994). Hannan, Timothy ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-29.

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56
2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-23.

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55
1999Real Estate Booms and Banking Busts: An International Perspective. (1999). wachter, susan ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-27.

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55
1996Catastrophe Insurance, Capital Markets and Uninsurable Risks. (1996). russell, thomas ; Jaffee, Dwight M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-12.

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49
2002Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-27.

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45
1976Optimal Financial Crises. (1976). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-01.

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41
1996The Theory of Financial Intermediation. (1996). Allen, Franklin ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-32.

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41
2000Optimal Currency Crises. (2000). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-23.

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40
2002Financial Intermediation. (2002). Gorton, Gary ; Winton, Andrew . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-28.

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36
1999Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies. (1999). Di Giorgio, Giorgio ; Di Noia, Carmine . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-11.

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35
1998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-10.

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34
2000Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry. (2000). Weiss, Mary ; Cummins, John ; Berger, Allen ; Zi, Hongmin . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-29.

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34
1999The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-08.

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31
2000Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing. (2000). Schuermann, Til ; Diebold, Francis ; Bangia, Anil. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-26.

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29
2002Forecasting the Term Structure of Government Bond Yields. (2002). Diebold, Francis ; Li, Canlin . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-34.

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29
1995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-07.

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29
1997Risk Management by Insurers: An Analysis of the Process. (1997). Babbel, David ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-16.

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27
2002Liquidity, Efficiency and Bank Bailouts. (2002). Huang, Lixin ; Gorton, Gary. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-33.

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27
1999At Last the Internationalization of Retail Banking? The Case of the Spanish Banks in Latin America. (1999). Tschoegl, Adrian ; Guillen, Mauro F.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-41.

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26
1999The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program. (1999). Poterba, James ; Mitchell, Olivia ; Brown, Jeffrey. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-18.

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24
1999Corporate Governance and Competition. (1999). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-28.

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24
1995Financial Markets, Intermediaries, and Intertemporal Smoothing. (1995). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-02.

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23
1999What Do Financial Intermediaries Do?. (1999). Allen, Franklin ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-30.

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22
1998Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss. (1998). Phillips, Richard ; Cummins, John ; Lewis, Christopher M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-09.

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22
2001Do Financial Institutions Matter?. (2001). Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-04.

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22
1997On the Profitability and Cost of Relationship Lending. (1997). Mester, Loretta ; Berlin, Mitchell. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-43.

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20
2000The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development. (2000). Chatusripitak, Nathporn ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-08.

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20
1998Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency Methods. (1998). Weiss, Mary ; Cummins, John. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-22.

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19
1996Financial Pricing of Insurance in the Multiple Line Insurance Company. (1996). Phillips, Richard ; Cummins, John ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-09.

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19
2001Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-01.

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19
2001Comparative Financial Systems: A Survey. (2001). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-15.

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19
1997Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry. (1997). Cummins, John ; Zi, Hongmin . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-03.

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19
1997Retirement Wealth Accumulation and Decumulation: New Developments and Outstanding Opportunities. (1997). Mitchell, Olivia ; Moore, James F.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-12.

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18
2002Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model. (2002). Schuermann, Til ; Pesaran, M ; Weiner, Scott M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-38.

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17
1998Organizational Form and Efficiency: An Analysis of Stock and Mutual Property-Liability Insurers. (1998). Weiss, Mary ; Cummins, John ; Zi, Hongmin . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-02.

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17
2000The Distribution of Stock Return Volatility. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Ebens, Heiko. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-27.

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16
1999Can Insurers Pay for the Big One? Measuring the Capacity of an Insurance Market to Respond to Catastrophic Losses. (1999). Cummins, John ; Lo, Anita ; Doherty, Neil A.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-11.

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15
1998Horizon Problems and Extreme Events in Financial Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Christoffersen, Peter. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-16.

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15
1998Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management. (1998). Schuermann, Til ; Diebold, Francis ; Bangia, Anil ; Stroughair, John D.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-06.

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15
1997On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance. (1997). Froot, Kenneth ; Paul G. J. O'Connell, . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-24.

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15
1999What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry?. (1999). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-10.

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14
2002The Future of Stock Exchanges in Emerging Economies: Evolution and Prosepcts. (2002). Schmukler, Sergio ; Claessens, Stijn ; Klingebiel, Daniela . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-03.

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14

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.